RE: [Help-glpk] Multi-ranged column bounds

[Michael Hennebry]

On Thu, 11 Feb 2010, Ariel Daliot wrote:

> Thanks for the reply.
> The trick of using an auxiliary binary  variable z:
> 5 * z <= x <= 10 * z
> to make x become semi-continuous 5<=x<=10 or x=0, effectively turns a 
> continuous problem into a mixed integer problem with all its woes.
> Any idea how to circumvent the execution time accompanying this? Does anyone 
> know if semi-continuous variables is planned to be modeled in GLPK sometimes?

The feasible region is non-convex,
so that will have to be dealt with somehow.
With GLPK, that pretty much means integer variables.

Does GLPK allow any direct control over the branch variable selection?
If so, you might refuse to branch on any binary variable
whose semi-continuous variable is in range.
If not, make z continuous.
Add binary variable z2.
When you would like to branch on z, add the cut z=z2.

--
Michael   address@hidden
"Pessimist: The glass is half empty.
Optimist:   The glass is half full.
Engineer:   The glass is twice as big as it needs to be."